+116.8%
XRT vs Z
+6.9%
+110.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | +0.9% | -4.6% | +5.4% | +1.8% |
| 30D | +7.9% | +8.3% | -0.4% | +5.8% |
| 3M | -0.2% | -11.6% | +11.4% | +1.8% |
| 6M | +5.6% | -33.6% | +39.2% | +14.0% |
| YTD | +5.7% | -56.7% | +62.4% | +23.8% |
| 1Y | +14.6% | -59.1% | +73.7% | +35.7% |
| 3Y | +50.7% | -20.4% | +71.0% | +50.1% |
| 5Y | -4.8% | -55.3% | +50.4% | +1.7% |
| 10Y | +152.6% | -14.2% | +166.9% | +106.5% |
| All | +116.8% | +6.9% | +110.0% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling